NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 3.232 3.158 -0.074 -2.3% 2.952
High 3.242 3.238 -0.004 -0.1% 3.140
Low 3.127 3.158 0.031 1.0% 2.909
Close 3.148 3.224 0.076 2.4% 3.109
Range 0.115 0.080 -0.035 -30.4% 0.231
ATR 0.071 0.072 0.001 2.0% 0.000
Volume 10,701 9,467 -1,234 -11.5% 52,706
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 3.447 3.415 3.268
R3 3.367 3.335 3.246
R2 3.287 3.287 3.239
R1 3.255 3.255 3.231 3.271
PP 3.207 3.207 3.207 3.215
S1 3.175 3.175 3.217 3.191
S2 3.127 3.127 3.209
S3 3.047 3.095 3.202
S4 2.967 3.015 3.180
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 3.746 3.658 3.236
R3 3.515 3.427 3.173
R2 3.284 3.284 3.151
R1 3.196 3.196 3.130 3.240
PP 3.053 3.053 3.053 3.075
S1 2.965 2.965 3.088 3.009
S2 2.822 2.822 3.067
S3 2.591 2.734 3.045
S4 2.360 2.503 2.982
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.242 3.052 0.190 5.9% 0.089 2.8% 91% False False 10,005
10 3.242 2.909 0.333 10.3% 0.078 2.4% 95% False False 9,631
20 3.242 2.909 0.333 10.3% 0.064 2.0% 95% False False 9,535
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.578
2.618 3.447
1.618 3.367
1.000 3.318
0.618 3.287
HIGH 3.238
0.618 3.207
0.500 3.198
0.382 3.189
LOW 3.158
0.618 3.109
1.000 3.078
1.618 3.029
2.618 2.949
4.250 2.818
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 3.215 3.211
PP 3.207 3.198
S1 3.198 3.185

These figures are updated between 7pm and 10pm EST after a trading day.

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